Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.082 %¶

This Week¶

Return: -0.082 %¶

Total portfolio value¶

Return including deposits: 61.033 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 6 0.310000 935.160000 23.160000 2.540000 912.000000
Sandvik 4 -0.540000 810.400000 -37.600000 -4.430000 848.000000
Hexagon B 26 -0.040000 3303.300000 -116.700000 -3.410000 3420.000012
TOTAL 5048.860000 -131.140000 -7.40021% 5180.000012

Updated:¶

'2023-06-26 09:07:56.559871'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶